//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Time series analysis"
~language:"eng"
~person:"Beaumont, Adrian"
~person:"Martin, Gael M."
~subject:"Dynamic price and volatility jumps"
~subject:"Financial crisis"
~subject:"Prognoseverfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Dynamic price and volatility jumps
Financial crisis
Prognoseverfahren
Theorie
42
Theory
42
Forecasting model
24
State space model
16
Zeitreihenanalyse
16
Zustandsraummodell
16
Bayes-Statistik
14
Bayesian inference
14
Volatility
12
Volatilität
12
Stochastic process
11
Stochastischer Prozess
11
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Estimation
6
Markov chain
6
Markov-Kette
6
Schätzung
6
Financial market
5
Finanzmarkt
5
Proper scoring rules
5
Bayesian Markov chain Monte Carlo
4
Bayesian prediction
4
Börsenkurs
4
Finanzkrise
4
Global financial crisis
4
Nonlinear state space model
4
Probability theory
4
Share price
4
Stochastic volatility
4
Wahrscheinlichkeitsrechnung
4
Demand
3
Hawkes process
3
Likelihood-free methods
3
Nachfrage
3
Statistical distribution
3
more ...
less ...
Online availability
All
Free
23
Undetermined
5
Type of publication
All
Book / Working Paper
24
Article
9
Type of publication (narrower categories)
All
Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Article in journal
8
Aufsatz in Zeitschrift
8
Aufsatz im Buch
1
Book section
1
Forschungsbericht
1
more ...
less ...
Language
All
English
Author
All
Beaumont, Adrian
Martin, Gael M.
Franses, Philip Hans
184
Diebold, Francis X.
142
Phillips, Peter C. B.
134
Koopman, Siem Jan
131
Gil-Alaña, Luis A.
109
Timmermann, Allan
102
Härdle, Wolfgang
99
Caporale, Guglielmo Maria
96
Pesaran, M. Hashem
91
Marcellino, Massimiliano
89
Clark, Todd E.
86
Swanson, Norman R.
85
Koop, Gary
82
Clements, Michael P.
81
Granger, C. W. J.
78
Lütkepohl, Helmut
77
Hendry, David F.
72
Caballero, Ricardo J.
71
McAleer, Michael
69
Gupta, Rangan
67
Teräsvirta, Timo
67
Dijk, Herman K. van
66
Hyndman, Rob J.
66
Kilian, Lutz
64
Schorfheide, Frank
64
Krishnamurthy, Arvind
63
Ravazzolo, Francesco
62
Ghysels, Eric
55
Sibbertsen, Philipp
55
Harvey, Andrew C.
54
Lucas, André
54
Kunst, Robert M.
53
McCracken, Michael W.
53
Lux, Thomas
52
Maravall Herrero, Agustín
52
Stock, James H.
52
Bollerslev, Tim
51
Engle, Robert F.
51
Giannone, Domenico
49
Kapetanios, George
49
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
23
International journal of forecasting
7
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Journal of applied econometrics
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
2
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
3
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
4
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
5
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
6
Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
Saved in:
7
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
8
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
9
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 384-406
Persistent link: https://www.econbiz.de/10013347814
Saved in:
10
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->